+705.3%
PEP vs AMT
+1,473.8%
-768.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.2% |
| 7D | +6.7% | +4.4% | +2.3% | +6.3% |
| 30D | +13.5% | +17.7% | -4.2% | +11.9% |
| 3M | +3.9% | +16.7% | -12.7% | +2.5% |
| 6M | -6.0% | +11.1% | -17.1% | -6.9% |
| YTD | +2.5% | +13.9% | -11.4% | +1.1% |
| 1Y | +3.9% | +12.5% | -8.6% | +2.7% |
| 3Y | -4.7% | +13.2% | -17.8% | -6.0% |
| 5Y | +1.1% | -17.9% | +19.0% | +1.7% |
| 10Y | +83.8% | +122.8% | -39.0% | +75.2% |
| All | +705.3% | +1,473.8% | -768.5% | +609.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling